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Mostrando ítems 1-12 de 12

    • Bubble Migration Across Asset Classes during the Global Financial Crises 

      Figuerola Ferretti Garrigues, Isabel Catalina; Bermejo Climent, Ramón; Paraskevopoulos, Ioannis; McCrorie, Roderick; Suarez García, Gonzalo
      This paper combines the new, mildly explosive/multiple bubbles technology proposed by Phillips, Shi and Yu (PSY, 2015) with the bubble migration test proposed by Phillips and Yu (2011, PY) to analyse the time series ...

    • ESG disclosure and portfolio performance 

      Figuerola Ferretti Garrigues, Isabel Catalina; Santos Moreno, Álvaro; Bermejo Climent, Ramón; Paraskevopoulos, Ioannis (2021-09-24)
      This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set of European ESG ratings provided by Bloomberg ...

    • Factor Investing, ESG metrics and Market Timing rules 

      Bermejo Climent, Ramón (2022)
      Esta tesis doctoral incluye tres ensayos que analizan la inversión factorial con la consideración de métricas ESG y reglas de market timing. En el capítulo uno, desarrollamos estrategias de inversión de factores basadas ...

    • Factor investing: A stock selection methodology for the European equity market 

      Figuerola Ferretti Garrigues, Isabel Catalina; Bermejo Climent, Ramón; Santos Moreno, Álvaro; Hevia, Tomás (2021-10-14)
      This paper uses European high capitalization corporate data for the 1991–2019 period to demonstrate that a systematic active management portfolio based on the identification of value, profitability, and momentum factors can ...

    • Factor Investing: A stock Selection system for The European Equity Market 

      Figuerola Ferretti Garrigues, Isabel Catalina; Santos Moreno, Alvaro; Bermejo Climent, Ramón; Hevia, Tomás
      This paper uses the universe of European corporate data for the 1991-2016 period to demonstrate that systematic portfolio active management based on the identification of value, profitability and momentum factors is able ...

    • Fundamentos de Finanzas 

      Bellón Núñez-Mera, Carlos; Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, María; de los Ríos Sastre, Susana; Magro González, Ignacio; Vaquero Lafuente, Esther (28/08/2019)

    • Fundamentos de Finanzas 

      Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, María; de los Ríos Sastre, Susana; Magro González, Ignacio; Sáenz-Díez Rojas, Rocío; Vaquero Lafuente, Esther (02/09/2020)

    • Fundamentos de Finanzas 

      Bellón Núñez-Mera, Carlos; Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, Coral; Coronado Vaca, María; de los Ríos Sastre, Susana; Magro González, Ignacio; Sáenz-Díez Rojas, Rocío (28/08/2017)

    • Fundamentos de Finanzas 

      Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, María; de los Ríos Sastre, Susana; García Saiz, Sergio Javier; Magro González, Ignacio; Vaquero Lafuente, Esther (31/08/2021)

    • Fundamentos de Finanzas 

      Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, María; de los Ríos Sastre, Susana; Vaquero Lafuente, Esther (25/08/2022)

    • Fundamentos de Finanzas 

      Bermejo Climent, Ramón; Cervera Conte, Ignacio; Coronado Vaca, María; Magro González, Ignacio; Mirete Ferrer, Pedro Manuel; Vaquero Lafuente, Esther (03/09/2023)

    • Mercados Financieros 

      Bermejo Climent, Ramón; Cassinello Plaza, Natalia; García Ramos, Marcelino; Madrid Gutiérrez, Roberto; Martín Bujack, Karin Alejandra Irene; Uguina Zamorano, Antonio Ignacio; Zamorano Moro, Borja (26/08/2022)